Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446409.2302 | 378711.9947 | 67697.2355 | 236986.5638 | 276548.9464 | -39562.3826 |
Total P&L (%) | 446.4092 | 378.712 | 67.6972 | 236.9866 | 276.5489 | -39.5624 |
Avg Daily Profit (%) | 0.1876 | 0.1591 | 0.0284 | 0.0511 | 0.0557 | -0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169131 | -86343 | -193481 | -491006 | -308303 | -329600 |
Profit Factor | 1.2766 | 1.4984 | 1.0793 | 1.0628 | 1.152 | 0.9798 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 45.0262 | 44.5026 | 45.5497 | 45.0262 | 44.5026 | 45.5497 |
Ratio Avg Win / Avg Loss | 1.5586 | 1.8686 | 1.2901 | 1.2976 | 1.4366 | 1.1712 |
Largest Winning Trade | 60169 | 60169 | 47781 | 178777 | 178777 | 119116 |
Largest Losing Trade | -61620 | -23286 | -61620 | -82132 | -74681 | -82132 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4753 | 2286 | 2467 | 4753 | 2286 | 2467 |
Profit Streak | 13.2935 | 42.2935 | 13.2935 | 13.2935 | 42.2935 | 13.2935 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359503 | 348720 | -288789 | -274804 | -171808 | -579514 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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